Internship: IT Quant
- Category:
- Internship
- Field:
- IT
- Starting date:
- Continuous
Company profile
Kempen & Co is a Dutch merchant bank specialized in financial services for institutional investors, corporate and private clients. We offer services in the field of property management, investment funds, securities and corporate finance; a unique combination in the Dutch market.
Description
Kempen & Co issues Structured Products to serve their clients. A structured product consists of a combination of different asset classes, primarily bonds and derivatives. A main advantage over traditional investment opportunities is that they can be structured to meet the specific needs and risk appetite of investors. At Kempen & Co these products are structured, priced and traded by the Structured Products Desk.
The internship will be for three-to-six months. You will be a full member of the team and responsible for:
- Further development of the pricing infrastructure to help the team expand its business
- Implement newly developed pricing models into the pricing infrastructure and assist in developing those models
- Development of front-office tools to help with our pricing needs
- Liaising with IT on the development of front-office tools such as the Risk/Portfolio Manager, these applications:
1. Help the traders look at their portfolio and determine hedge strategies.
2. Help the traders and sales people price and evaluate the financial products
Requirements
Suitable candidates should have finished (or be close to finishing) an academic study program in a quantitative field with excellent study results. Familiarity with Matlab, C++ or another programming language and SQL. Furthermore they should have affinity with financial markets
What do we offer you?
This internship is a unique possibility to get involved in the dynamic world of investment banking at Kempen & Co.
